N°16-51: A Diagnostic Criterion for Approximate Factor Structure
P. Gagliardini, O. Scaillet, E. Ossola
Working Papers
6 Aug. 2016
N°16-50: Foreign Acquisition and Credit Risk: Evidence from the U.S. CDS Market, U. Yilmaz, 2016.
U. Yilmaz
Working Papers
5 Aug. 2016
N°16-49: Market Integration and Global Crashes, S. Malamud and A. Malkhozov, 2016.
S. Malamud, A. Malkhozov
Working Papers
1 Aug. 2016
N°16-48: Managing Inventory with Proportional Transaction Costs, F. Gallien, S. Kassibrakis, S. Malamud, and F. Passerini, 2016.
S. Malamud, F. Gallien, S. Kassibrakis and F. Passerini
Working Papers
29 July 2016
N°16-47, Firm Response to Competitive Shocks: Evidence from China's Minimum Wage Policy, H. Hau, Y. Huang, and G. Wang, 2016.
H. Hau, Y. Huang, and G. Wang
Working Papers
26 July 2016
N°16-46: Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models, P. Gagliardini, E. Ghyseks, and M. Rubin, 2016.
P. Gagliardini, E. Ghyseks, and M. Rubin
Working Papers
24 July 2016
N°16-45: When and why do ripple effects of dishonesty occur?
A. Wagner, S. Behnk , A. E. Greenberg
Working Papers
20 July 2016
N°16-44: On the American Swaption in the Linear-Rational Framework, D. Filipovic and Y. Kitapbayev, 2016.
D. Filipović, Y. Kitapbayev
Working Papers
7 July 2016
N°16-43: A False Sense of Security: Why U.S. Banks Diversify and Does it Help?, P. Gandhi, P.C. Kiefer, and A. Plazzi, 2016.
A. Plazzi, P. Gandhi and P.C. Kiefer
Working Papers
6 July 2016
N°16-42: Aggregate Bank Capital and Credit Dynamics, G. De Nicolo, N. Klimenko, S. Pfeil, and J.-C. Rochet, 2016.
J. Rochet, G. De Nicolo, N. Klimenko and S. Pfeil
Working Papers
4 July 2016
N°16-41: Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy, L. Camponovo, O. Scaillet, and F. Trojani, 2016.
O. Scaillet, F. Trojani, L. Camponovo
Working Papers
1 July 2016
N°16-40: Real Estate Research in Europe, M. Hoesli, 2016.
M. Hoesli
Working Papers
25 June 2016
N°16-39: Quantification of the Evolution of Firm Size Distributions Due to Mergers and Acquisitions, S. C. Lera and D. Sornette, 2016.
D. Sornette, S. C. Lera
Working Papers
23 June 2016
N°16-38: Exact Smooth Term Structure Estimation, D. Filipovic and S. Willems, 2016.
D. Filipović, S. Willems
Working Papers
18 June 2016
N°16-37: Risk Factors of European Non-Listed Real Estate Fund Returns, J.-C. Delfim and M. Hoesli, 2016.
M. Hoesli, J.-C. Delfim
Working Papers
17 June 2016